Logo

Financial Econometrics by Roman Kozhan

Small book cover: Financial Econometrics

Financial Econometrics
by

Publisher: BookBoon
ISBN-13: 9788776814274
Number of pages: 116

Description:
The aim of this textbook is to provide a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews. This book is written as a compendium for undergraduate and graduate students in economics and finance.

Home page url

Download or read it online for free here:
Download link
(4MB, PDF)

Similar books

Book cover: Non-Extensive Entropy Econometrics for Low Frequency SeriesNon-Extensive Entropy Econometrics for Low Frequency Series
by - De Gruyter Open
The book provides a new, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity.
(3506 views)
Book cover: Production Economics: A Dual Approach to Theory and ApplicationsProduction Economics: A Dual Approach to Theory and Applications
by - North-Holland
Chapters: Cost, Revenue, and Profit Functions; Symmetric Duality and Polar Production Functions; Applications of Profit Functions; General Linear Profit Function; Duality, Intermediate Inputs and Value-Added; Hick's Aggregation Theorem; etc.
(9333 views)
Book cover: Advances in Econometrics: Theory and ApplicationsAdvances in Econometrics: Theory and Applications
by - InTech
This book provides recent insight on some key issues in econometric theory and applications. It focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models.
(12818 views)
Book cover: EconometricsEconometrics
by - University of Wisconsin
Econometrics is the study of estimation and inference for economic models using economic data. Econometric theory concerns the study of tools and methods for applied econometric applications. This is a first-year Ph.D. econometrics textbook.
(13065 views)